Investor sentiment and the market reaction to macroeconomic news
Author:
Affiliation:
1. Research Center of Finance Shanghai Business School Shanghai China
2. Office of the Comptroller of the Currency Washington District of Columbia USA
3. Department of Accounting and Finance University of Minnesota Duluth Duluth Minnesota USA
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22219
Reference34 articles.
1. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
2. Investor Sentiment and the Cross-Section of Stock Returns
3. Economic News and Bond Prices: Evidence from the U.S. Treasury Market
4. A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1
5. The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Wandering Drunkards Walk after Fibonacci Rabbits: How the Presence of Shared Market Opinions Modifies the Outcome of Uncertainty;Entropy;2024-08-13
2. Macroeconomic Factors and Jakarta Stock Exchange: A Comparative Analysis Pre- and Until the COVID-19 Pandemic;Sage Open;2024-04
3. The role of textual analysis in oil futures price forecasting based on machine learning approach;Journal of Futures Markets;2022-07-20
4. The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment;Discrete Dynamics in Nature and Society;2021-12-31
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3